CME Swiss Franc Future June 2022

Trading Metrics calculated at close of trading on 28-Feb-2022

Day Change Summary
	Previous	Current
	25-Feb-2022	28-Feb-2022	Change	Change %	Previous Week
Open	1.0853	1.0840	-0.0013	-0.1%	1.0906
High	1.0879	1.0956	0.0077	0.7%	1.0972
Low	1.0817	1.0829	0.0012	0.1%	1.0817
Close	1.0839	1.0954	0.0115	1.1%	1.0839
Range	0.0062	0.0127	0.0065	104.8%	0.0155
ATR	0.0055	0.0060	0.0005	9.3%	0.0000
Volume	78	542	464	594.9%	231

Daily Pivots for day following 28-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1294	1.1251	1.1024
R3	1.1167	1.1124	1.0989
R2	1.1040	1.1040	1.0977
R1	1.0997	1.0997	1.0966	1.1019
PP	1.0913	1.0913	1.0913	1.0924
S1	1.0870	1.0870	1.0942	1.0892
S2	1.0786	1.0786	1.0931
S3	1.0659	1.0743	1.0919
S4	1.0532	1.0616	1.0884

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	1.1341	1.1245	1.0924
R3	1.1186	1.1090	1.0882
R2	1.1031	1.1031	1.0867
R1	1.0935	1.0935	1.0853	1.0906
PP	1.0876	1.0876	1.0876	1.0861
S1	1.0780	1.0780	1.0825	1.0751
S2	1.0721	1.0721	1.0811
S3	1.0566	1.0625	1.0796
S4	1.0411	1.0470	1.0754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0972	1.0817	0.0155	1.4%	0.0091	0.8%	88%	False	False	154
10	1.0972	1.0817	0.0155	1.4%	0.0064	0.6%	88%	False	False	153
20	1.0972	1.0782	0.0190	1.7%	0.0054	0.5%	91%	False	False	83
40	1.1045	1.0762	0.0283	2.6%	0.0048	0.4%	68%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 50 trading days

Fibonacci Retracements and Extensions
4.250	1.1496
2.618	1.1288
1.618	1.1161
1.000	1.1083
0.618	1.1034
HIGH	1.0956
0.618	1.0907
0.500	1.0893
0.382	1.0878
LOW	1.0829
0.618	1.0751
1.000	1.0702
1.618	1.0624
2.618	1.0497
4.250	1.0289

Fisher Pivots for day following 28-Feb-2022
Pivot	1 day	3 day
R1	1.0934	1.0932
PP	1.0913	1.0909
S1	1.0893	1.0887

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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